+359.3%
AVAV vs EXEL
+363.4%
-4.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -9.9% | +17.9% | -27.8% | -12.4% |
| 3M | -34.7% | +33.3% | -68.0% | -38.0% |
| 6M | -26.6% | +46.6% | -73.2% | -31.5% |
| YTD | -48.9% | +61.0% | -110.0% | -53.2% |
| 1Y | -63.0% | +70.4% | -133.5% | -66.3% |
| 3Y | +1.6% | +236.1% | -234.5% | -20.7% |
| 5Y | +34.5% | +284.8% | -250.4% | +0.9% |
| 10Y | +359.3% | +348.4% | +10.9% | +209.4% |
| All | +359.3% | +363.4% | -4.1% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling